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徐凤敏

教授 博士生导师 硕士生导师

  • 电子邮箱:
  • 所在单位: 经济与金融学院
  • 学历: 博士研究生毕业
  • 办公地点: 1202
  • 学位: 博士

近10年发表的论文

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[1]     Fengmin Xu, Keyun Wang, Shihao Wang & Kui Jing, Data is power: The impact of dataasset management on expected stock

        returns, Asia-Pacific Journal of Accounting & Economics. 2025, https://doi.org/10.1080/16081625.2025.247950.

[2]     Fengmin Xu, Benchu Li, Jieao Ma, and Xuepeng Li. Networkbased index tracking using asset dependency structures.

        International lTransactions in Operational Research, 2025, 33(3):1498-1524.

[3]    Wenling Liu, Zhilong Dong, Fengmin Xu, and Kui Jing. ESG-integration investment strategy for TDFs with a multi-o

        bjective dynamic programming[J]. International Review of Financial Analysis, Volume 104, Part A, August 2025, 104262.

[4]    Liu, W., Xu, F., jing, K. et al. Should the Occupational Pension Plans’ Investment be Long-Term or Short-Term? Evidence

       from China. Computational Economics, 2025, 65(6):  3391-3418. https://doi.org/10.1007/s10614-024-10677-3)

[5]     Zhang Zhaolong, Xu Fengmin, Chang Xiangyu, Detecting Accounting Fraud in China A-share Market with PU Learning,

         Accounting & Finance, 2025; 65:3361–3378 2025,  https://doi.org/10.1111/acfi.70045

[6]     Lijun Wei, Fengmin Xu, and Kui Jing. Hedge portfolio for climate transition risk[J]. Applied Economics, 2025, DOI:

       10.1080/00036 846.2025.2583487.

[7]     Zhaolong Zhang, Ying Wu, Fengmin Xu, Xiangyu Chang. Toward  an integrated framework with corporate culture for

          financial fraud detection in China’s A- Share market . Accounting & Finance, 2025, DOI: 10.1111/acfi.70134. 

[8]     徐凤敏卫丽君王柯蕴,景奎,气候转型风险压力能否倒逼企业绿色创新?——基于LDA模型的风险分解与量化, 上海经济研究

         2025, 441(6):61-75

[9]     景奎,徐凤敏,王柯蕴.生成式人工智能传播风险:理论内涵、形成机理与治理策略[J].西安交通大学学报(社会科学

   版),2025,45(02):130-138.

[10]   景奎,蒋恒燕,徐凤敏,资规双驱何以塑链:绿色信贷政策与重污染企业供应链韧性,财经理论与实践,2025.

[11]   赵志华,徐凤敏,戴彧虹,刘三阳,Robust Enhanced Indexation Optimization with Sparse Industry Layout Constraint

          Computers & Operations Research, Volume 161, January 2024, 106420

[12]   Keyun Wang, Fengmin Xu, Shihao Wang, Benchu Li. Data analysis technology and inequality in capital costs. Economics

          Letters.Volume 237, April 2024, 111662.

[13]   乔东,徐凤敏,李本初,卫丽君,绿色金融推动碳中和目标实现的研究现状与路径展望,西安交通大学学报(社科版), 2024,

        44(3):87-101.

[14]   徐凤敏, 卫丽君, 曾燕. C2C 二手电商平台的绿色补贴策略与诚信建设努力水平. 管理科学学报, 2024.

[15]   乔东,徐凤敏,卫丽君,李本初, 对冲碳风险的绿色投资组合策略研究. 统计信息论坛2024, 39(12):56-70.

[16]   Zhi-Long DongCelso C.RibeiroFengminXuAilecZamorabYujie MaKui Jing Dynamic scheduling of e-sports

           tournamentsTransportation Research Part E: Logistics and Transportation Review, Volume 169, January 2023, 102988.

[17]   Xu F, Ma J. Intelligent option portfolio model with perspective of shadow price and risk-free profit[J]. Financial Innovation,

          2023, 9(1): 79.

[18]   Xu F, Li X, Dai Y H, et al. New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market

              impact[J]. International Transactions in Operational Research, 2023, 30(5): 2640-2664.

[19]   Jing K, Liu X, Xu F, et al. Data-trading coordination with government subsidy[J]. Journal of Global Optimization, 2023,

          87(2): 877-915.

[20]   徐凤敏,王柯蕴.建设统一数据要素大市场的科学内涵,内在逻辑与政策建议[J].西安交通大学学报:社会科学版, 2023, 43(2):95-106

[21] 徐凤敏, 景奎, 李雪鹏.  “双碳目标下基于ESG整合的投资组合研究. 金融研究, 2023.

[22] 徐凤敏, 刘文玲, 李雪鹏, 景奎. “双碳目标下的绿色双层投资组合模型研究. 统计信息论坛, 2023. 38(1):1-9

[23]   Fengmin Xu, Jieao Ma, Haibing Lu. Group sparse enhanced indexation model with adaptive beta value. Quantitative

         Finance, 2022,22(10):1905-1926, SSCI 检索:IDS:4M0DM

[24]   Kui Jing, Fengmin Xu, Xuepeng Li. A bi-level programming framework for identifying optimal parameters in portfolio

         selection. International Transactions in Operational Research, 2022, 29(1): 87-112. SSCI 检索:IDS: UC4XF

[25]   曾燕, 杨雅婷, 徐凤敏, 张成毅.消费金融研究综述[J].系统工程理论与实践,  2021(12)1-35.

[26]   Xuepeng Li; Fengmin Xu; Kui Jing; Robust enhanced indexation with ESG: An empirical study in     the Chinese Stock

        Market, Economic Modelling, 2021, 107(1)105711.

[27]   Zhihua Zhao, Fengmin Xu*, Donglei Du, Meihua Wang. Robust Portfolio Rebalancing with Cardinality and Diversication

            constraints[J]. Quantitative Finance, 2021: 1-15. DOI: https://doi.org/ 10.1080/14697688.2021.1879392.

[28]   Zhao Z, Wang H, Yang X, et al. CVaR-cardinality enhanced indexation optimization with tunable short-selling constraints.

            Applied Economics Letters, 2021, 28(3): 201- 207.

[29]   Zhilong Dong; Minxing Zhu; Fengmin Xu; Robo-advisor Using Closed-form Solutions for Investors Risk Preferences,

           Applied Economics Letters, 2021, 6(1)1-15.

[30]   Zhilong Dong; Jiming Peng; Fengmin Xu; Yuhong Dai; On some extended mixed integer optimization models of the

           Eisenberg–Noe model in systemic risk management, International Transaction in Operational Research, 2021, 28(6)

         3014-3037.

[31]    Yu-Hong Dai; Zhouhong Wang; Fengmin Xu; A primal-dual algorithm for unfolding neutron energy spectrum from multiple

           activation foils, Journal of Industrial and Management Optimization, 2021,17(5)2367-2387.

[32]   徐凤敏,李学鹏. 带有概率约束的稀疏统计套利模型研究, 统计信息论坛, 2020, 35(11):10

[33]   Dong, ZL., Xu, F. & Dai, YH. Fast algorithms for sparse portfolio selection considering industries and investment styles. J

        Glob Optim ,2020, 784): 763–789.

[36]   徐凤敏,景奎,梁循,一类系数投资组合双层参数估计模型及其应用,中国管理科学 201927(9),pp189-199.